Advent Convertible and Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.04% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 24.86 | |
| 0.0562 | 13.38 | |
| 0.8294 | 220.07 | |
| 0.1716 | 16.62 |
Estimation Period:
Apr 30, 2003 to Feb 20, 2026
Apr 30, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Advent Convertible and Income Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds